Credit Risk Modeller — Regulatory RWA
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Mediobanca is seeking an experienced Quantitative Credit Risk Modeller to join the Pillar 1 Credit Risk Methodologies team within the Risk Management Department in Lombardia. The role involves developing and monitoring internal credit risk models across asset classes and presenting RWA impacts to stakeholders.
Requirements include 3–5 years in a financial institution or consulting, advanced SAS programming with Python preferred, and fluent English.
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Quantitative Credit Risk Modeller
1 giorno fa
workfromhome, lombardia, Italia Mediobanca Tempo pieno 42 € ContrattoMediobanca is an established, specialized financial operator operating in Wealth Management, Corporate & Investment Banking and Consumer Finance, with an unparalleled reputation in the Italian market, consolidated by an acknowledged responsible approach to banking, the high professionalism of staff, and the excellence of the services offer. Position...